4bbaf12b |
1 | // Created on: 2014-01-20 |
2 | // Created by: Alexaner Malyshev |
3 | // Copyright (c) 2014-2014 OPEN CASCADE SAS |
4 | // |
5 | // This file is part of Open CASCADE Technology software library. |
6 | // |
7 | // This library is free software; you can redistribute it and/or modify it under |
8 | // the terms of the GNU Lesser General Public License version 2.1 as published |
9 | // by the Free Software Foundation, with special exception defined in the file |
10 | // OCCT_LGPL_EXCEPTION.txt. Consult the file LICENSE_LGPL_21.txt included in OCCT |
11 | // distribution for complete text of the license and disclaimer of any warranty. |
12 | // |
13 | // Alternatively, this file may be used under the terms of Open CASCADE |
14 | // commercial license or contractual agreement. |
15 | |
16 | #ifndef _math_GlobOptMin_HeaderFile |
17 | #define _math_GlobOptMin_HeaderFile |
18 | |
19 | #include <math_MultipleVarFunction.hxx> |
20 | #include <NCollection_Sequence.hxx> |
21 | #include <Standard_Type.hxx> |
22 | |
23 | //! This class represents Evtushenko's algorithm of global optimization based on nonuniform mesh.<br> |
24 | //! Article: Yu. Evtushenko. Numerical methods for finding global extreme (case of a non-uniform mesh). <br> |
25 | //! U.S.S.R. Comput. Maths. Math. Phys., Vol. 11, N 6, pp. 38-54. |
26 | |
27 | class math_GlobOptMin |
28 | { |
29 | public: |
30 | |
31 | Standard_EXPORT math_GlobOptMin(math_MultipleVarFunction* theFunc, |
32 | const math_Vector& theA, |
33 | const math_Vector& theB, |
5493d334 |
34 | const Standard_Real theC = 9, |
35 | const Standard_Real theDiscretizationTol = 1.0e-2, |
36 | const Standard_Real theSameTol = 1.0e-7); |
4bbaf12b |
37 | |
38 | Standard_EXPORT void SetGlobalParams(math_MultipleVarFunction* theFunc, |
39 | const math_Vector& theA, |
40 | const math_Vector& theB, |
5493d334 |
41 | const Standard_Real theC = 9, |
42 | const Standard_Real theDiscretizationTol = 1.0e-2, |
43 | const Standard_Real theSameTol = 1.0e-7); |
4bbaf12b |
44 | |
45 | Standard_EXPORT void SetLocalParams(const math_Vector& theLocalA, |
46 | const math_Vector& theLocalB); |
47 | |
5493d334 |
48 | Standard_EXPORT void SetTol(const Standard_Real theDiscretizationTol, |
49 | const Standard_Real theSameTol); |
50 | |
51 | Standard_EXPORT void GetTol(Standard_Real& theDiscretizationTol, |
52 | Standard_Real& theSameTol); |
53 | |
4bbaf12b |
54 | Standard_EXPORT ~math_GlobOptMin(); |
55 | |
56 | Standard_EXPORT void Perform(); |
57 | |
58 | //! Get best functional value. |
59 | Standard_EXPORT Standard_Real GetF(); |
60 | |
797d11c6 |
61 | //! Return count of global extremas. |
4bbaf12b |
62 | Standard_EXPORT Standard_Integer NbExtrema(); |
63 | |
64 | //! Return solution i, 1 <= i <= NbExtrema. |
65 | Standard_EXPORT void Points(const Standard_Integer theIndex, math_Vector& theSol); |
66 | |
5493d334 |
67 | Standard_Boolean isDone(); |
68 | |
4bbaf12b |
69 | private: |
70 | |
71 | math_GlobOptMin & operator = (const math_GlobOptMin & theOther); |
72 | |
73 | Standard_Boolean computeLocalExtremum(const math_Vector& thePnt, Standard_Real& theVal, math_Vector& theOutPnt); |
74 | |
75 | void computeGlobalExtremum(Standard_Integer theIndex); |
76 | |
797d11c6 |
77 | //! Computes starting value / approximation: |
78 | // myF - initial best value. |
79 | // myY - initial best point. |
80 | // myC - approximation of Lipschitz constant. |
81 | // to imporve convergence speed. |
82 | void computeInitialValues(); |
83 | |
4bbaf12b |
84 | //! Check that myA <= pnt <= myB |
85 | Standard_Boolean isInside(const math_Vector& thePnt); |
86 | |
87 | Standard_Boolean isStored(const math_Vector &thePnt); |
4bbaf12b |
88 | |
89 | // Input. |
90 | math_MultipleVarFunction* myFunc; |
91 | Standard_Integer myN; |
92 | math_Vector myA; // Left border on current C2 interval. |
93 | math_Vector myB; // Right border on current C2 interval. |
94 | math_Vector myGlobA; // Global left border. |
95 | math_Vector myGlobB; // Global right border. |
5493d334 |
96 | Standard_Real myTol; // Discretization tolerance, default 1.0e-2. |
97 | Standard_Real mySameTol; // points with ||p1 - p2|| < mySameTol is equal, |
98 | // function values |val1 - val2| * 0.01 < mySameTol is equal, |
99 | // default value is 1.0e-7. |
100 | Standard_Real myC; //Lipschitz constant, default 9 |
4bbaf12b |
101 | |
102 | // Output. |
103 | Standard_Boolean myDone; |
104 | NCollection_Sequence<Standard_Real> myY;// Current solutions. |
105 | Standard_Integer mySolCount; // Count of solutions. |
106 | |
107 | // Algorithm data. |
108 | Standard_Real myZ; |
4bbaf12b |
109 | Standard_Real myE1; // Border coeff. |
110 | Standard_Real myE2; // Minimum step size. |
111 | Standard_Real myE3; // Local extrema starting parameter. |
112 | |
5493d334 |
113 | math_Vector myX; // Current modified solution. |
114 | math_Vector myTmp; // Current modified solution. |
4bbaf12b |
115 | math_Vector myV; // Steps array. |
5493d334 |
116 | math_Vector myMaxV; // Max Steps array. |
4bbaf12b |
117 | |
118 | Standard_Real myF; // Current value of Global optimum. |
119 | }; |
120 | |
121 | const Handle(Standard_Type)& TYPE(math_GlobOptMin); |
122 | |
123 | #endif |